Ch3 (1) Handouts 3e

Continuous-Time Fourier
Transform
Transform
Definition The CTFT of a continuoustime signal xa (t ) is given by
Definition The inverse CTFT of a Fourier

transform X a ( j) is given by
1
jt
x a (t ) =
X a ( j)e d
2
X a ( j) = xa (t )e jt dt
Often referred to as the Fourier spectrum or

simply the spectrum of the continuous-time
signal
Often referred to as the Fourier integral

A CTFT pair will be denoted as
CTFT
x a ( t ) X a ( j )
1
Copyright 2005, S. K. Mitra
Transform
Transform
The quantity X a ( j) is called the
magnitude spectrum and the quantity a ()
is called the phase spectrum
Both spectrums are real functions of
In general, the CTFT X a ( j) exists if xa (t )
satisfies the Dirichlet conditions given on
the next slide
is real and denotes the continuous-time

angular frequency variable in radians
In general, the CTFT is a complex function
of in the range < <
It can be expressed in the polar form as
X a ( j ) = X a ( j ) e j a ( )
where
a () = arg{X a ( j)}
3
Transform
Transform
If the Dirichlet conditions are satisfied, then
Dirichlet Conditions
(a) The signal xa (t ) has a finite number of
discontinuities and a finite number of
maxima and minima in any finite interval
(b) The signal is absolutely integrable, i.e.,
jt
X a ( j)e d
converges to xa (t ) at values of t except at

values of t where xa (t ) has discontinuities
1
2
It can be shown that if xa (t ) is absolutely

integrable, then X a ( j) < proving the
existence of the CTFT
xa (t ) dt <
Energy Density Spectrum
The total energy E x of a finite energy

continuous-time complex signal xa (t ) is
given by
Interchanging the order of the integration

we get
E x = xa (t ) dt = xa (t ) x*a (t ) dt
The above expression can be rewritten as
E x = xa (t ) 1 X a* ( j)e jt d dt
2

1
x(t ) dt = 2 X a ( j) d
The above relation is more commonly

known as the Parsevals relation for finiteenergy continuous-time signals
1
2
1
2
=
8
1
2
jt
dt d
X a* ( j) xa (t )e
X a* ( j) X a ( j)d
X a ( j) d

Hence
Ex =

The quantity X a ( j) 2 is called the energy
density spectrum of xa (t ) and usually
denoted as
2
S xx () = X a ( j)
The energy over a specified range of
frequencies a b can be computed
using
b
E x,r = 1 S xx () d
2
10
Band-limited Continuous-Time
Signals
Signals
A full-band, finite-energy, continuous-time

signal has a spectrum occupying the whole
frequency range < <
A band-limited continuous-time signal has a
spectrum that is limited to a portion of the
frequency range < <
An ideal band-limited signal has a spectrum

that is zero outside a finite frequency range
a b , that is
0, 0 < a
X a ( j ) =
0, b < <
11
However, an ideal band-limited signal

cannot be generated in practice
12
Signals
Signals
Band-limited signals are classified

according to the frequency range where
most of the signals is concentrated
A lowpass, continuous-time signal has a
spectrum occupying the frequency range
p < where p is called the
bandwidth of the signal
A highpass, continuous-time signal has a

0 < p < where the bandwidth of
the signal is from p to
A bandpass, continuous-time signal has a
0 < L H < where H L is
the bandwidth
13
14
Discrete-Time Fourier
Transform
Transform
Definition - The discrete-time Fourier

transform (DTFT) X (e j ) of a sequence
x[n] is given by
Definition - The discrete-time Fourier

transform (DTFT) X (e j ) of a sequence
x[n] is given by
X ( e j ) =
X (e j ) = x[n]e j n
n =
n =
j
X (e ) is
X ( e j )
15
In general,
is a complex function
of the real variable and can be written as
X (e j ) = X re (e j ) + j X im (e j )
16
In general,
a complex function
of the real variable and can be written as
X (e j ) = X re (e j ) + j X im (e j )
Transform
Transform
X re (e j ) and X im (e j ) are, respectively,

the real and imaginary parts of X (e j ), and
are real functions of
X (e j ) can alternately be expressed as
X (e j ) = X (e j ) e j()
where
() = arg{ X (e j )}
17
x[n]e j n
X (e j ) is called the magnitude function

() is called the phase function
Both quantities are again real functions of

In many applications, the DTFT is called
the Fourier spectrum
Likewise, X (e j ) and () are called the
magnitude and phase spectra
18
Transform
Transform
For a real sequence x[n], X (e j ) and X re (e j )

are even functions of , whereas,()
and X im (e j ) are odd functions of
Note: X (e j ) = X (e j ) e j(+ 2k )
Unless otherwise stated, we shall assume

that the phase function () is restricted to
the following range of values:
() <
called the principal value
= X (e j ) e j()
for any integer k
The phase function () cannot be

uniquely specified for any DTFT
19
20
Transform
Transform
The DTFTs of some sequences exhibit

discontinuities of 2 in their phase
responses
An alternate type of phase function that is a
continuous function of is often used
It is derived from the original phase
function by removing the discontinuities of
2
The process of removing the discontinuities

is called unwrapping
The continuous phase function generated by
unwrapping is denoted as c ()
In some cases, discontinuities of may be
present after unwrapping
21
22
Transform
Transform
Its DTFT is given by
Example - The DTFT of the unit sample

sequence [n] is given by
X (e j ) = n[n]e jn = ne jn
n =
j n
(e j ) = [n]e jn = [0] = 1
n =
= ( e
Example - Consider the causal sequence
x[n] = n[ n],
23
n =0
as e j = < 1
<1
n =0
= 1 j
1 e
24
Transform
Transform
The DTFT X (e j ) of a sequence x[n] is a
continuous function of
It is also a periodic function of with a
period 2:
The magnitude and phase of the DTFT

X (e j ) = 1 /(1 0.5 e j ) are shown below
0.6
2
Phase in radians
Magnitude
0.4
1.5
0.2
X (e j ( o + 2 k ) ) = x[ n]e j ( o + 2 k ) n
0
-0.2
-0.4
0.5
-3
-2
-1
0
/
-3
-2
-1
X ( e j ) = X ( e j )
25
n =
0
/
( ) = ( )
= x[n]e
n =
n =
Proof:
x[ n] =
Transform
The order of integration and summation can

be interchanged if the summation inside the
brackets converges uniformly, i.e. X (e j )
exists
1
j l j n
Then
e d
x[l]e
2 l =
29
Now
sin ( n l) 1, n = l
=
( n l )
0, n l
= [n l]
Hence
x[l]
1 j( nl )
sin (n l)
x[l]
d = x[l]
e
2
( n l )
l =
l
=
l =
1
jl j n
e d
x[l]e
2 l =
28
Transform
n =
Inverse discrete-time Fourier transform:

1
j j n
x[n] =
X (e )e d
2
= x[n]e jon = X (e jo )
Transform
X (e j ) = x[n]e j n
represents the Fourier series representation
of the periodic function
As a result, the Fourier coefficients x[n] can
be computed from X (e j ) using the Fourier
integral
1
j jn
x[ n] =
X (e )e d
2
27
26
Transform
Therefore
jo n j 2 k n
30
sin (n l)
= x[l][ n l] = x[ n]
(n l)
l =
Transform
Transform
Then for uniform convergence of X (e j ) ,
Convergence Condition - An infinite

series of the form
X (e ) = x[n]e
lim X (e j ) X K (e j ) = 0
j n
n =
Now, if x[n] is an absolutely summable

sequence, i.e., if
may or may not converge

Let
K
X K (e j ) = x[n]e j n
x[n] <
n =
n= K
31
32
Transform
Transform
Example - The sequence x[n] = n[ n] for
< 1 is absolutely summable as
1
n
n
<
[n] = =
1
n =
n =0
Then
n =
n =
X (e j ) = x[ n]e jn x[n] <
33
for all values of

Thus, the absolute summability of x[n] is a
sufficient condition for the existence of the
DTFT X (e j )
and its DTFT X (e j ) therefore converges

to 1 /(1 e j ) uniformly
34
Transform
Since
Example - The sequence
1 / n, n 1
x[n] =
0, n 0
has a finite energy equal to
1 2 2
E x = =
6
n =1 n
But, x[n] is not absolutely summable
an absolutely summable sequence has

always a finite energy
However, a finite-energy sequence is not
necessarily absolutely summable
35
Transform
x[n] x[n] ,
n =
n =
2
36
Transform
Transform
To represent a finite energy sequence x[n]

that is not absolutely summable by a DTFT
X (e j ) , it is necessary to consider a meansquare convergence of X (e j ):
Here, the total energy of the error
X ( e j ) X K ( e j )
must approach zero at each value of as K
goes to
In such a case, the absolute value of the
error X (e j ) X K (e j ) may not go to
zero as K goes to and the DTFT is no
longer bounded
lim X (e j ) X K (e j ) d = 0
where
X K (e j ) = x[n] e j n
n= K
37
38
Transform
The inverse DTFT of H LP (e j ) is given by

1 c j n
hLP [n] =
e d
2 c
Example - Consider the DTFT

1, 0 c
H LP (e j ) =
0, c <
shown below
H LP (e
1 e jc n e jc n sin c n
=
, < n<
n
2 jn
jn
The energy of hLP [n] is given by c /
hLP [n] is a finite-energy sequence,
but it is not absolutely summable

40
=
39
Transform
Transform
Transform
As a result
K
hLP [n] e
n= K
j n
The mean-square convergence property of

the sequence hLP [n] can be further
illustrated by examining the plot of the
function
K sin n
c e j n
H LP , K (e j ) =
n
n= K
sin c n j n
e
n
n= K
K
does not uniformly converge to H LP (e j )

for all values of , but converges to H LP (e j )
in the mean-square sense
41
for various values of K as shown next

42
Transform
1
0.8
0.8
0.6
0.4
0.2
0.4
0
0.2
0.4
0.6
0.8
0.2
0.8
0.8
0.6
0.4
0.6
0.8
0.6
0.4
0.2
0.2
0
0
0.4
/
N = 40
Amplitude
Amplitude
/
N = 30
43
As can be seen from these plots, independent

of the value of K there are ripples in the plot
of H LP , K (e j ) around both sides of the
point = c
The number of ripples increases as K
increases with the height of the largest ripple
remaining the same for all values of K
0.6
0.2
0
0
Transform
N = 20
Amplitude
Amplitude
N = 10
0.2
0.4
0.6
0.8
0.2
0.4
Copyright
0.62005, S.0.8K. Mitra1
44
Transform
Transform
As K goes to infinity, the condition
lim H LP (e j ) H LP , K (e j ) d = 0
holds indicating the convergence of H LP , K (e j )

to H LP (e j )
The oscillatory behavior of H LP , K (e j )
approximating H LP (e j ) in the meansquare sense at a point of discontinuity is
known as the Gibbs phenomenon
45
46
Transform
lim p ()d = ()d
The DTFT can also be defined for a certain

class of sequences which are neither
absolutely summable nor square summable
Examples of such sequences are the unit
step sequence [n], the sinusoidal sequence
cos(o n + ) and the exponential sequence A n
For this type of sequences, a DTFT
representation is possible using the Dirac
delta function ()
Transform
A Dirac delta function () is a function of

with infinite height, zero width, and unit
area
It is the limiting form of a unit area pulse
function p () as goes to zero satisfying
47
Example - Consider the complex exponential

sequence
x[n] = e jon
Its DTFT is given by
p ( )
X (e j ) = 2( o + 2 k)
k =
0
2
2
48
where () is an impulse function of and

o
Transform
Transform
The function
Thus
X (e j ) = 2( o + 2 k)
x[ n] =
k =
is a periodic function of with a period 2

and is called a periodic impulse train
j
To verify that X (e ) given above is
j n
indeed the DTFT of x[n] = e o we
compute the inverse DTFT of X (e j )
49
= ( o )e jn d = e jon
where we have used the sampling property

of the impulse function ()
50
Commonly Used DTFT Pairs

Sequence
DTFT Properties
There are a number of important properties

of the DTFT that are useful in signal
processing applications
These are listed here without proof
Their proofs are quite straightforward
We illustrate the applications of some of the
DTFT properties
2( + 2 k)
k =
2( o + 2 k)
k =
1
+ ( + 2 k)
j
1 e
k =
1
[n], ( < 1)
1 e j Copyright 2005, S. K. Mitra
[n]
51
52
Table 3.1: DTFT Properties:

Symmetry Relations
53
DTFT
[n] 1
e jon
1
jn
2( o + 2 k)e d
2 k =
x[n]: A complex sequence
Table 3.2: DTFT Properties:

Symmetry Relations
54
x[n]: A real sequence
Table 3.4:General
3.4:General Properties of
DTFT
55
10

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Ch3 (1) Handouts 3e

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Continuous-Time Fourier

Definition The CTFT of a continuoustime signal xa (t ) is given by

Definition The inverse CTFT of a Fourier

Often referred to as the Fourier spectrum or

Often referred to as the Fourier integral

Copyright 2005, S. K. Mitra

is real and denotes the continuous-time

Copyright 2005, S. K. Mitra

Copyright 2005, S. K. Mitra

converges to xa (t ) at values of t except at

It can be shown that if xa (t ) is absolutely

Copyright 2005, S. K. Mitra

Copyright 2005, S. K. Mitra

Copyright 2005, S. K. Mitra

Energy Density Spectrum

Energy Density Spectrum

The total energy E x of a finite energy

Interchanging the order of the integration

The above expression can be rewritten as

Copyright 2005, S. K. Mitra

The above relation is more commonly

Copyright 2005, S. K. Mitra

Energy Density Spectrum

Energy Density Spectrum

Copyright 2005, S. K. Mitra

Copyright 2005, S. K. Mitra

A full-band, finite-energy, continuous-time

An ideal band-limited signal has a spectrum

Copyright 2005, S. K. Mitra

However, an ideal band-limited signal

Copyright 2005, S. K. Mitra

Band-limited signals are classified

A highpass, continuous-time signal has a

Copyright 2005, S. K. Mitra

Copyright 2005, S. K. Mitra

Definition - The discrete-time Fourier

Definition - The discrete-time Fourier

X re (e j ) and X im (e j ) are, respectively,

Copyright 2005, S. K. Mitra

X (e j ) is called the magnitude function

Both quantities are again real functions of

Copyright 2005, S. K. Mitra

For a real sequence x[n], X (e j ) and X re (e j )

Unless otherwise stated, we shall assume

The phase function () cannot be

Copyright 2005, S. K. Mitra

The DTFTs of some sequences exhibit

The process of removing the discontinuities

Copyright 2005, S. K. Mitra

Copyright 2005, S. K. Mitra

Example - The DTFT of the unit sample

Example - Consider the causal sequence

Copyright 2005, S. K. Mitra

Copyright 2005, S. K. Mitra

Copyright 2005, S. K. Mitra

The magnitude and phase of the DTFT

Copyright 2005, S. K. Mitra

Copyright 2005, S. K. Mitra

The order of integration and summation can

Copyright 2005, S. K. Mitra

Inverse discrete-time Fourier transform:

Copyright 2005, S. K. Mitra

Copyright 2005, S. K. Mitra